Results 121 to 130 of about 42,233 (256)
A necessary and sufficient condition for the strict stationarity of a family of GARCH processes [PDF]
We consider a family of GARCH(1,1) processes introduced in He and Teräsvirta (1999a). This family contains various popular GARCH models as special cases.
Meitz, Mika
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International Studies of Economics, EarlyView.ABSTRACT Financial markets can be viewed as multiscale information systems in which short‐lived disturbances, recurrent temporal patterns, liquidity conditions, and execution constraints jointly shape index price movements. This study develops an empirical‐wavelet‐and‐Fourier time‐frequency (EFT) feature block integrated with a ConvTransformer ...
Yi Chen, Ranzhe Jing, Qiang Li
wiley +1 more source
The Continuous Limit of GARCH Processess [PDF]
Contrary to popular belief, the diffusion limit of a GARCH variance process is not a diffusion model unless one makes a very specific assumption that cannot be generalized.
Emese Lazar, Carol Alexandra
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Movement Disorders, EarlyView.Abstract Background Long‐read sequencing and multi‐omic analytical frameworks are increasingly being adopted in rare disease diagnostics. However, clinical workflows comprehensively integrating these methodologies remain uncommon. Objective This study aimed to assess the potential and limitations of integrating long‐read genomic, transcriptomic, and ...
Ugo Sorrentino +23 more
wiley +1 more source
Modeling and Forecasting Volatility of the Malaysian and the Singaporean stock indices using Asymmetric GARCH models and Non-normal Densities [PDF]
This paper examines and estimate the three GARCH(1,1) models (GARCH, EGARCH and GJR-GARCH) using the daily price data. Two Asian stock indices KLCI and STI are studied using daily data over a 14-years period.
Abu Hassan, Ahmed Shamiri
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Enhanced 3D Filter‐Exchange Imaging Using Multi‐Slab Acquisition
Magnetic Resonance in Medicine, EarlyView.ABSTRACT Purpose Starting from the implementation of a single‐slice FEXI sequence, a 3D method was developed to accelerate a FEXI experiment and acquire a multi‐slice volume. Methods 3D multi‐slab FEXI divides the volume of interest into different slabs.
Jacopo Frignani +3 more
wiley +1 more source
Silver‐Modulated Copper Dynamics Under Pulsed Tandem Electrochemical CO2 Reduction
Small, EarlyView.Under pulsed CO2 reduction, Ag does more than provide CO for tandem catalysis. It redirects how Cu dissolves, redeposits, and remains catalytically relevant, generating an Ag‐rich yet Cu‐active working state. Correlative surface and solution analysis reveal that tandem performance emerges from dynamic material redistribution rather than from a static ...
Blaž Tomc +16 more
wiley +1 more source
Gallium Chloride Oxide: Structure Validation of a Direct Wide Bandgap Semiconductor
Zeitschrift für anorganische und allgemeine Chemie, EarlyView.GaClO confirmed as an independent structure type, featuring a layer‐like structure and unoccupied flat bands right above the Fermi level. Gallium chloride oxide (GaClO) was synthesised, and its crystal structure was validated using powder X‐ray diffraction, UV/VIS, NMR, and quantum chemical calculations at the level of density functional theory under ...
Sven Völkel +3 more
wiley +1 more source
Merits and drawbacks of variance targeting in GARCH models [PDF]
Variance targeting estimation is a technique used to alleviate the numerical difficulties encountered in the quasi-maximum likelihood (QML) estimation of GARCH models.
Francq, Christian +2 more
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Form and structure factors with complex scattering vector
Journal of Applied Crystallography, EarlyView.Under grazing incidence, form and structure factors must be evaluated for complex scattering vectors, which can be done by analytic continuation.In condensed‐matter scattering, especially under grazing incidence, complex scattering vectors account for absorption and evanescent waves.
Joachim Wuttke
wiley +1 more source